更新時間: 2024年3月28日 PM 9:47:21
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/02/24 25.480% 16536.85 21.951% 22.910% +2.570% 22.910% +2.570%
29/02/24 24.520% 16511.44 20.761% 21.787% +2.733% 26.619% -2.099%
01/03/24 24.740% 16589.44 20.425% 21.285% +3.455% 25.831% -1.091%
04/03/24 25.270% 16595.97 20.215% 20.963% +4.307% 24.924% +0.346%
05/03/24 25.630% 16162.64 22.664% 21.203% +4.427% 25.034% +0.596%
06/03/24 24.880% 16438.09 23.218% 21.456% +3.424% 25.157% -0.277%
07/03/24 24.430% 16229.78 18.852% 21.075% +3.355% 24.537% -0.107%
08/03/24 23.500% 16353.39 18.969% 20.784% +2.716% 24.027% -0.527%
11/03/24 23.470% 16587.57 19.017% 20.544% +2.926% 23.244% +0.226%
12/03/24 24.250% 17093.50 21.052% 20.222% +4.028% 22.713% +1.537%
13/03/24 23.640% 17082.11 20.833% 19.745% +3.895% 22.015% +1.625%
14/03/24 22.940% 16961.66 21.107% 20.196% +2.744% 22.352% +0.588%
15/03/24 22.620% 16720.89 20.458% 20.493% +2.127% 22.513% +0.107%
18/03/24 22.600% 16737.12 19.848% 20.660% +1.940% 22.187% +0.413%
19/03/24 22.180% 16529.48 20.400% 20.529% +1.651% 21.878% +0.302%
20/03/24 21.910% 16543.07 20.033% 20.369% +1.541% 21.541% +0.369%
21/03/24 21.480% 16863.10 20.833% 20.315% +1.165% 21.316% +0.164%
22/03/24 21.600% 16499.47 22.144% 20.652% +0.948% 21.500% +0.100%
25/03/24 21.500% 16473.64 22.014% 21.085% +0.415% 21.431% +0.069%
26/03/24 21.090% 16618.32 22.131% 21.431% -0.341% 21.607% -0.517%
27/03/24 21.160% 16392.84 21.828% 21.790% -0.630% 21.790% -0.630%
28/03/24 20.370% 16541.42 22.016% 22.027% -1.657% 27.816% -7.446%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/02/24 29.760% 5688.46 26.763% 27.420% +2.340% 27.420% +2.340%
29/02/24 28.720% 5677.88 25.707% 26.344% +2.376% 32.186% -3.466%
01/03/24 28.950% 5728.84 25.411% 25.980% +2.970% 31.529% -2.579%
04/03/24 29.680% 5712.83 25.312% 25.801% +3.879% 30.675% -0.995%
05/03/24 29.730% 5562.73 27.482% 26.135% +3.595% 30.858% -1.128%
06/03/24 28.850% 5672.97 28.030% 26.388% +2.462% 30.940% -2.090%
07/03/24 28.360% 5613.83 22.520% 25.751% +2.609% 29.981% -1.621%
08/03/24 27.480% 5656.72 22.341% 25.137% +2.343% 29.060% -1.580%
11/03/24 27.500% 5748.89 22.506% 24.576% +2.924% 27.806% -0.306%
12/03/24 28.280% 5949.52 24.570% 23.993% +4.287% 26.949% +1.331%
13/03/24 27.760% 5932.46 24.092% 23.206% +4.554% 25.874% +1.886%
14/03/24 26.930% 5906.88 24.254% 23.553% +3.377% 26.068% +0.862%
15/03/24 26.460% 5820.50 23.607% 23.806% +2.654% 26.152% +0.308%
18/03/24 26.130% 5848.15 22.868% 23.878% +2.252% 25.643% +0.487%
19/03/24 25.550% 5780.21 23.400% 23.644% +1.906% 25.198% +0.352%
20/03/24 25.040% 5803.99 22.688% 23.363% +1.677% 24.707% +0.333%
21/03/24 24.790% 5905.27 22.812% 23.075% +1.715% 24.212% +0.578%
22/03/24 24.550% 5757.67 24.544% 23.262% +1.288% 24.218% +0.332%
25/03/24 24.380% 5754.65 24.304% 23.550% +0.830% 23.936% +0.444%
26/03/24 24.120% 5825.42 24.399% 23.749% +0.371% 23.944% +0.176%
27/03/24 24.460% 5728.13 23.752% 23.962% +0.498% 23.962% +0.498%
28/03/24 23.960% 5810.79 24.140% 24.228% -0.268% 30.596% -6.636%